Efficient semiparametric garch modeling of financial volatility (Q3223866)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient semiparametric garch modeling of financial volatility |
scientific article |
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Efficient semiparametric garch modeling of financial volatility (English)
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8 March 2012
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B-spline
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confidence band
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knots
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news impact curve
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volatility
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